+20.4%
XBI vs CVS
+33.7%
-13.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -4.6% | -2.0% | -2.6% | -4.3% |
| 30D | -0.8% | +1.9% | -2.7% | -1.2% |
| 3M | +21.8% | -2.2% | +24.0% | +22.0% |
| 6M | +23.2% | +26.7% | -3.5% | +17.8% |
| YTD | +28.7% | +22.9% | +5.9% | +23.3% |
| 1Y | +67.8% | +32.9% | +34.9% | +58.1% |
| 3Y | +100.6% | +62.3% | +38.4% | +78.2% |
| All | +20.4% | +33.7% | -13.3% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling